Eigen3: Download Eigen Source code (header only) and set the EIGEN3_ROOT environment variable to that directory in order to allow CMake to automatically find it. Otherwise manually specify the correct path in cmake-gui

Ceres Solver: This is the hardes part to get compiled correctly on windows, especially with Sparse Matrix support, which is needed for good performance on our sparse toy problem since only neighbouring frames are connected in the graph. If no sparse solver is installed, use a dense (but slow) solver instead which is e.g. already included with Eigen. Here are the official installation instructions for windows:
http://ceres-solver.org/installation.html#windows